+275.8%
DHI vs ESTC
+26.3%
+249.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.3% |
| 30D | -8.3% | +17.7% | -26.1% | -11.6% |
| 3M | -3.7% | +42.3% | -46.0% | -10.6% |
| 6M | -5.4% | +64.6% | -70.0% | -15.3% |
| YTD | -3.0% | +17.2% | -20.2% | -8.0% |
| 1Y | -23.8% | -4.2% | -19.6% | -25.3% |
| 3Y | +21.8% | +13.5% | +8.3% | +6.0% |
| 5Y | +59.6% | -45.5% | +105.2% | +54.4% |
| All | +275.8% | +26.3% | +249.5% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling